▲ | swyx 6 days ago | |
is there a shorthand/heuristic to calculate pvalue given n samples and effect size? | ||
▲ | tedsanders 6 days ago | parent [-] | |
There are no great shorthands, but here are a few rules of thumb I use: - for N=100, worst case standard error of the mean is ~5% (it shrinks parabolically the further p gets from 50%) - multiply by ~2 to go from standard error of the mean to 95% confidence interval - scale sample size by sqrt(N) So: - N=100: +/- 10% - N=1000: +/- 3% - N=10000: +/- 1% (And if comparing two independent distributions, multiply by sqrt(2). But if they’re measured on the same problems, then instead multiply by between 1 and sqrt(2) to account for them finding the same easy problems easy and hard problems hard - aka positive covariance.) |